-6.5%
FXI vs ADSK
-25.3%
+18.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -3.9% | -2.5% | -1.3% | -3.3% |
| 30D | -2.1% | -14.9% | +12.8% | +1.5% |
| 3M | -0.5% | +3.3% | -3.8% | -2.2% |
| 6M | -4.5% | -15.7% | +11.1% | -1.7% |
| YTD | -9.2% | -28.2% | +19.0% | -2.5% |
| 1Y | -13.8% | -34.5% | +20.8% | -4.9% |
| 3Y | +36.6% | -2.9% | +39.5% | +30.1% |
| All | -6.5% | -25.3% | +18.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ADSK.
Daily Out/Under-Performance
Portfolio return minus ADSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ADSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling